+2,054.3%
FLUT vs CAG
+93.5%
+1,960.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -3.8% | +2.2% | -1.5% |
| 30D | +7.7% | +3.1% | +4.6% | +7.6% |
| 3M | -0.7% | +23.5% | -24.2% | -1.5% |
| 6M | -11.2% | -14.8% | +3.7% | -10.8% |
| YTD | -53.4% | -5.4% | -48.0% | -53.5% |
| 1Y | -65.8% | -11.8% | -54.0% | -65.7% |
| 3Y | -44.9% | -36.7% | -8.3% | -44.3% |
| 5Y | -49.7% | -40.3% | -9.4% | -49.0% |
| 10Y | -9.7% | -37.0% | +27.3% | -8.7% |
| All | +2,054.3% | +93.5% | +1,960.7% | +1,912.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling